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Innovations in testing the stability of risk measures over time and across models

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  • Vlaar, Peter J. G.

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  • Vlaar, Peter J. G., 2002. "Innovations in testing the stability of risk measures over time and across models," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 375-380, March.
    • Handle: RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:375-380
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    1. Nickell, Pamela & Perraudin, William & Varotto, Simone, 2000. "Stability of rating transitions," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 203-227, January.
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